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An impulse-response function for a vector autoregression with multivariate GARCH-in-mean

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References

1980Macroeconomics and Reality12,826 cited
1995Multivariate Simultaneous Generalized ARCH4,510 cited
1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
1977Nobel Lecture: Inflation and Unemployment1,800 cited
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2000The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence336 cited
1998On inflation and inflation uncertainty in the G7 countries313 cited
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2004Another Perspective on the Effects of Inflation Uncertainty209 cited

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2018Oil Prices and the Renewable Energy Sector90 cited
2011VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS75 cited

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2013Inflation, output and uncertainty in the era of inflation targeting – A multi-economy view on causal linkages35 cited

2015The linkage between aggregate investor sentiment and metal futures returns: A nonlinear approach29 cited

2009Macroeconomic Uncertainty and Performance in Asian Countries*26 cited

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2019Internal and external drivers of inflation in Nigeria16 cited

2009The effects of inflation uncertainty: some international evidence16 cited

2019Monetary policy spillovers in emerging economies15 cited